Anic Equity¶

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Total return since start: 0.603 %¶

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Equity now: -----------------------------> 48952.19 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41330.59 Kr¶

PnL: ---------------------------------------> -164.69 Kr¶

DD now: ---------------------------------> -7.847 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 10:28:54.430252'

Anic Portfolio¶

Today¶

Return: -0.712 %¶

This Week¶

Return: -0.712 %¶

Total portfolio value¶

Return including deposits: 60.257 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.570000 1676.160000 208.620000 14.220000 1467.540000
HEXPOL B 9 0.520000 1034.100000 16.200000 1.590000 1017.900000
JM 6 1.320000 873.600000 11.400000 1.320000 862.200000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
EQT 4 0.680000 835.200000 5.600000 0.680000 829.600000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
AcadeMedia 8 0.400000 404.400000 3.200000 0.800000 401.200000
Clas Ohlson B 12 0.120000 972.000000 1.200000 0.120000 970.800000
ASSA ABLOY B 3 0.120000 777.900000 0.900000 0.120000 777.000000
Sagax B 4 0.050000 852.400000 0.400000 0.050000 852.000000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
Atrium Ljungberg B 5 0.000000 933.000000 0.000000 0.000000 933.000000
Byggmax Group 33 0.000000 954.360000 0.000000 0.000000 954.360000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
Biotage 7 0.000000 939.400000 0.000000 0.000000 939.400000
Orrön Energy 180 -0.180000 2036.700000 -0.900000 -0.040000 2037.600000
Catena 2 -0.150000 788.400000 -1.200000 -0.150000 789.600000
Hoist Finance 35 -0.180000 976.500000 -1.750000 -0.180000 978.250000
Gränges 9 -0.290000 923.400000 -2.700000 -0.290000 926.100000
Sagax A 4 -1.400000 848.000000 -4.000000 -0.470000 852.000000
OX2 13 -0.750000 940.550000 -7.150000 -0.750000 947.700000
Alimak Group 11 -1.190000 915.200000 -11.000000 -1.190000 926.200000
Hexatronic Group 12 -1.540000 949.680000 -14.880000 -1.540000 964.560000
Addnode Group B 11 -1.920000 900.900000 -17.600000 -1.920000 918.500000
Nordic Waterproofing Holding 7 -1.890000 946.400000 -18.200000 -1.890000 964.600000
Latour B 4 -2.620000 832.800000 -22.400000 -2.620000 855.200000
Indutrade 5 -2.430000 1185.000000 -29.500000 -2.430000 1214.500000
Hexagon B 26 -0.940000 3419.000000 -32.500000 -0.940000 3451.500000
Bufab 3 -3.520000 1067.400000 -39.000000 -3.520000 1106.400000
INVISIO 16 -1.090000 3640.000000 -40.000000 -1.090000 3680.000000
VEF 909 -2.800000 1800.730000 -44.540000 -2.410000 1845.270000
Vitec Software Group B 2 -5.810000 1021.000000 -63.000000 -5.810000 1084.000000
BHG Group 97 -5.200000 1380.310000 -74.690000 -5.130000 1455.000000
TOTAL 41330.590000 -164.690000 -7.84664% 41495.280000

Updated:¶

'2023-07-03 10:29:11.789122'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶